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Topic 6. The Black-Scholes-Merton Model

2. 6.1 Mathematical preliminaries . Stochastic processA stochastic process (Xt: t ?T) is a collection of random variables with index set T. For the sake of convenience, we just use Xt for (Xt: t ?T) when there is no ambiguity for the set T.The index t is often interpreted as time and, as a resu

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Topic 6. The Black-Scholes-Merton Model

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